Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-01-18 0.239872 0.258829 0.279236 0.302952 0.329904 0.359757 0.395572
2026-01-25 0.210260 0.233937 0.260687 0.293474 0.333037 0.379854 0.440407
2026-02-01 0.188597 0.214396 0.244564 0.283016 0.331582 0.392136 0.475490
2026-02-08 0.174728 0.202173 0.235198 0.278718 0.335929 0.410719 0.519884
2026-02-15 0.168650 0.198530 0.235515 0.285917 0.354973 0.449919 0.597831
2026-02-22 0.159987 0.190794 0.229754 0.284249 0.361407 0.471965 0.654012
2026-03-01 0.151981 0.183230 0.223473 0.281036 0.364916 0.489643 0.705868
2026-03-08 0.143962 0.175090 0.215769 0.275034 0.363492 0.499249 0.745489
2026-03-15 0.137487 0.168586 0.209791 0.270877 0.364183 0.511892 0.792347
2026-03-22 0.134605 0.166696 0.209938 0.275439 0.378440 0.548128 0.890519
2026-03-29 0.133912 0.167692 0.214082 0.286108 0.403282 0.605792 1.046794
2026-04-05 0.129323 0.163022 0.209829 0.283600 0.406156 0.624484 1.124418
2026-04-12 0.126615 0.161023 0.209551 0.287606 0.421078 0.669225 1.280804
2026-04-19 0.120620 0.154077 0.201626 0.278898 0.413007 0.667980 1.321988
2026-04-26 0.114798 0.147156 0.193425 0.269241 0.402411 0.660287 1.344268
2026-05-03 0.110865 0.142812 0.188887 0.265269 0.401745 0.673106 1.429427
2026-05-10 0.109892 0.142718 0.190744 0.271944 0.421341 0.732490 1.682121
2026-05-17 0.106989 0.139652 0.187866 0.270401 0.425115 0.757245 1.835944
2026-05-24 0.103936 0.136245 0.184297 0.267425 0.425776 0.774842 1.974414
2026-05-31 0.100472 0.132106 0.179408 0.261861 0.420773 0.777990 2.059456
2026-06-07 0.097583 0.128740 0.175609 0.258005 0.418905 0.788742 2.184076
2026-06-14 0.096615 0.128245 0.176348 0.262237 0.434105 0.846165 2.564299
2026-06-21 0.096853 0.129588 0.180085 0.272125 0.462449 0.946267 3.290070